A hybrid GARCH and deep learning method for volatility prediction (Q6577868)

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scientific article; zbMATH DE number 7886149
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A hybrid GARCH and deep learning method for volatility prediction
scientific article; zbMATH DE number 7886149

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    A hybrid GARCH and deep learning method for volatility prediction (English)
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    24 July 2024
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    deep learning
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    GARCH-family models
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    hybrid model
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    volatility
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